Examinando por Autor "Salcedo Sánchez, Elkin Julián"

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    A univariate model for the S&P 500 futures real estate market and its ability to predict real construction activity in the United States
    (Universidad de los Andes, 2023-01-11) Salcedo Sánchez, Elkin Julián; Prado, Melissa; Taborda Ríos, Rodrigo; 71772568; Sommer Ribeiro, Gonçalo; Pereira, João; Social Sciences DataLab
    This paper examines the ability of a univariate model to predict real construction activity in the United States using the S&P 500 futures real estate market as a proxy. A time-series model is constructed using its historical prices and identify a significant relationship between the proposed variables. By incorporating other economic and financial indicators, the model can be used to accurately forecast future construction activity. The results of this study provide useful information for investors and policymakers to better understand the dynamics of the real estate market in the United States and predict forthcoming construction activity.